Information on jump sizes and hedging (Q2811114): Difference between revisions

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+Martingale representation theorems for initially enlarged filtrations.
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+Minimal martingale measures for jump diffusion processes
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+LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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+A general stochastic calculus approach to insider trading
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+Pricing contingent claims on stocks driven by Lévy processes
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+Additional utility of insiders with imperfect dynamical information
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+Q3974816
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+Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
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+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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+Q5520962
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+Optimal Smooth Portfolio Selection for an Insider
@@ Property / cites work: Optimal Smooth Portfolio Selection for an Insider / rank @@
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+Free lunch and arbitrage possibilities in a financial market model with an insider.
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+Continuous Auctions and Insider Trading
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+Insiders' hedging in a jump diffusion model
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+Sur l'int�grabilit� uniforme des martingales exponentielles
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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